ECBOT 10 Year T-Note Future June 2023
| Trading Metrics calculated at close of trading on 08-Jun-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
| Open |
113-060 |
112-150 |
-0-230 |
-0.6% |
112-120 |
| High |
113-100 |
113-020 |
-0-080 |
-0.2% |
114-130 |
| Low |
112-105 |
112-090 |
-0-015 |
0.0% |
112-035 |
| Close |
112-170 |
113-010 |
0-160 |
0.4% |
113-015 |
| Range |
0-315 |
0-250 |
-0-065 |
-20.6% |
2-095 |
| ATR |
0-265 |
0-264 |
-0-001 |
-0.4% |
0-000 |
| Volume |
5,152 |
1,423 |
-3,729 |
-72.4% |
1,256,048 |
|
| Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-043 |
114-277 |
113-148 |
|
| R3 |
114-113 |
114-027 |
113-079 |
|
| R2 |
113-183 |
113-183 |
113-056 |
|
| R1 |
113-097 |
113-097 |
113-033 |
113-140 |
| PP |
112-253 |
112-253 |
112-253 |
112-275 |
| S1 |
112-167 |
112-167 |
112-307 |
112-210 |
| S2 |
112-003 |
112-003 |
112-284 |
|
| S3 |
111-073 |
111-237 |
112-261 |
|
| S4 |
110-143 |
110-307 |
112-192 |
|
|
| Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-025 |
118-275 |
114-099 |
|
| R3 |
117-250 |
116-180 |
113-217 |
|
| R2 |
115-155 |
115-155 |
113-150 |
|
| R1 |
114-085 |
114-085 |
113-082 |
114-280 |
| PP |
113-060 |
113-060 |
113-060 |
113-158 |
| S1 |
111-310 |
111-310 |
112-268 |
112-185 |
| S2 |
110-285 |
110-285 |
112-200 |
|
| S3 |
108-190 |
109-215 |
112-133 |
|
| S4 |
106-095 |
107-120 |
111-251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-315 |
112-090 |
1-225 |
1.5% |
0-260 |
0.7% |
44% |
False |
True |
9,778 |
| 10 |
114-130 |
112-035 |
2-095 |
2.0% |
0-278 |
0.8% |
40% |
False |
False |
706,161 |
| 20 |
116-160 |
112-035 |
4-125 |
3.9% |
0-248 |
0.7% |
21% |
False |
False |
1,348,807 |
| 40 |
117-000 |
112-035 |
4-285 |
4.3% |
0-251 |
0.7% |
19% |
False |
False |
1,362,528 |
| 60 |
117-015 |
112-035 |
4-300 |
4.4% |
0-297 |
0.8% |
19% |
False |
False |
1,478,470 |
| 80 |
117-015 |
110-125 |
6-210 |
5.9% |
0-301 |
0.8% |
40% |
False |
False |
1,575,413 |
| 100 |
117-015 |
110-125 |
6-210 |
5.9% |
0-286 |
0.8% |
40% |
False |
False |
1,261,712 |
| 120 |
117-015 |
110-125 |
6-210 |
5.9% |
0-276 |
0.8% |
40% |
False |
False |
1,051,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-122 |
|
2.618 |
115-034 |
|
1.618 |
114-104 |
|
1.000 |
113-270 |
|
0.618 |
113-174 |
|
HIGH |
113-020 |
|
0.618 |
112-244 |
|
0.500 |
112-215 |
|
0.382 |
112-186 |
|
LOW |
112-090 |
|
0.618 |
111-256 |
|
1.000 |
111-160 |
|
1.618 |
111-006 |
|
2.618 |
110-076 |
|
4.250 |
108-308 |
|
|
| Fisher Pivots for day following 08-Jun-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-292 |
112-309 |
| PP |
112-253 |
112-288 |
| S1 |
112-215 |
112-268 |
|